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Noncommutative martingale concentration inequalities

Published:2014-01-01 Issue:2 Volume:58 Page:
ISSN:0019-2082
Container-title:Illinois Journal of Mathematics
language:
Short-container-title:Illinois J. Math.

Author:

Sadeghi Ghadir,Moslehian Mohammad Sal

Publisher

Duke University Press

Subject

General Mathematics

Reference17 articles.

1. K. Azuma, Weighted sums of certain dependent random variables, Tôhoku Math. J. 19 (1967), 357–367.

2. F. Chung and L. Lu, Concentration inequalities and martingale inequalities: A survey, Internet Math. 3 (2006), no. 1, 79–127.

3. B. de Pagter, Noncommutative Banach function spaces, Positivity, Trends Math., Birkhäuser, Basel, 2007, pp. 197–227.

4. P. J. Forrester and C. J. Thompson, The Golden–Thompson inequality: Historical aspects and random matrix applications, J. Math. Phys. 55 (2014), no. 2, 1–12.

5. A. Frieze, On the length of the longest monotone subsequence in a random permutation, Ann. Appl. Probab. 1 (1991), no. 2, 301–305.

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